Sur la loi du maximum de certains processus gaussions sur le tore

Jean Diebolt

Annales de l'I.H.P. Probabilités et statistiques (1981)

  • Volume: 17, Issue: 2, page 165-179
  • ISSN: 0246-0203

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Diebolt, Jean. "Sur la loi du maximum de certains processus gaussions sur le tore." Annales de l'I.H.P. Probabilités et statistiques 17.2 (1981): 165-179. <http://eudml.org/doc/77161>.

@article{Diebolt1981,
author = {Diebolt, Jean},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Gaussian processes on a torus; maximum functionals},
language = {fre},
number = {2},
pages = {165-179},
publisher = {Gauthier-Villars},
title = {Sur la loi du maximum de certains processus gaussions sur le tore},
url = {http://eudml.org/doc/77161},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Diebolt, Jean
TI - Sur la loi du maximum de certains processus gaussions sur le tore
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1981
PB - Gauthier-Villars
VL - 17
IS - 2
SP - 165
EP - 179
LA - fre
KW - Gaussian processes on a torus; maximum functionals
UR - http://eudml.org/doc/77161
ER -

References

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  1. [1] S.M. Berman, Excursions above high levels for stationary Gaussian processes, Pac. Jour. Math., t. 36, 1971, p. 63-79. Zbl0204.50503MR279879
  2. [2] H. Cramer, Mathematical methods of statistics, Princeton University Press. Zbl0063.01014MR1816288
  3. [3] H. Cramer et Leadbetter, Stationary and related Gaussian processes, Wiley, 1965. 
  4. [4] J. Diebolt, Thèse de 3e cycle, Paris-VIe, 1978. 
  5. [5] J. Diebolt, Sur la loi du maximum de certains processus stochastiques, Pub. Ins. Stat. Univ.Paris, XXIV, fasc. 3-4, 1979, p. 31-67. Zbl0446.60020MR561815
  6. [6] X.M. Fernique, École d'été de Probabilités de Saint-Flour IV, Lecture Notes in Math., Springer-Verlag, t. 480, 1974, p. 32-96. 
  7. [7] L. Gross, Potential theory on Hilbert space, J. Functional Analysis, t. 1, 1967, p. 123-181. Zbl0165.16403MR227747
  8. [8] Parthasarathy, Probability measures on metric spaces, Wiley. Zbl1188.60001
  9. [9] R. Ramer, On non linear transformations of Gaussian measures, J. Functional Analysis, t. 15, 1974, p. 166-187. Zbl0288.28011MR349945
  10. [10] D. Slepian, The one-sided barrier problem for Gaussian noise, The Bell System Techn. J., t. XII, 1962, p. 463-501. MR133183
  11. [11] V.S. Tsirelson, The density of the distribution of the maximum of a Gaussian process, Theory Prob. Applications, t. 20, 1975, p. 847-856. Zbl0348.60050MR394834

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